+6,781.2%
CME vs MTB
+498.0%
+6,283.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.4% |
| 30D | +6.2% | -4.2% | +10.4% | +8.2% |
| 3M | +10.4% | +8.9% | +1.6% | +5.9% |
| 6M | -9.5% | +10.9% | -20.4% | -14.3% |
| YTD | +6.0% | +21.5% | -15.5% | -4.1% |
| 1Y | +9.3% | +21.9% | -12.6% | -1.6% |
| 3Y | +57.7% | +109.2% | -51.6% | +3.3% |
| 5Y | +77.7% | +102.0% | -24.3% | +10.0% |
| 10Y | +281.2% | +171.9% | +109.3% | +75.2% |
| All | +6,781.2% | +498.0% | +6,283.2% | +1,707.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling